moewishart
Mixture-of-Experts Wishart Models for Covariance Data
v1.0
·
Feb 19, 2026
·
GPL-3
Description
Methods for maximum likelihood and Bayesian estimation for the Wishart mixture model and the mixture-of-experts Wishart (MoE-Wishart) model. The package provides four inference algorithms for these models, each implemented using the expectation–maximization (EM) algorithm for maximum likelihood estimation and a fully Bayesian approach via Gibbs-within-Metropolis–Hastings sampling.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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1.0
Mar 9, 2026